V-Lab
Goldman Sachs Group Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 22nd, 2024:19.67% (+0.08%)
Analysis last updated: Tuesday, May 21, 2024 at 09:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 15.07 | |
| 0.0279 | 13.40 | |
| 0.9331 | 499.01 | |
| 0.0589 | 11.95 |
Estimation Period:
May 4, 1999 to May 17, 2024
May 4, 1999 to May 17, 2024
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